JP Morgan Call 21.5 ARRD 20.09.2024
/ DE000JT2MUF5
JP Morgan Call 21.5 ARRD 20.09.20.../ DE000JT2MUF5 /
| 16/07/2024 10:34:38 |
Chg.-0.061 |
Bid17:15:51 |
Ask17:15:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-46.92% |
0.089
Bid Size: 300,000 |
0.099
Ask Size: 300,000 |
ARCELORMITTAL S.A. N... |
21.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
JT2MUF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
-0.06 |
| Break-even: |
22.90 |
| Moneyness: |
1.09 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
27.27% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.30% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.078 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
